Introduction and Motivation

The Derivative:
The derivative is given by the usual limit definition.
Definition 1
Let x(t) be a function with the single independent variable t. The
derivative of x with respect to t is defined by

dx x(t + ∆t) − x(t)

= lim
dt ∆t→0 ∆t

The usual interpretation of the derivative is that it is the rate of change of

the function with respect to the independent variable. If graphed, it is the
slope of the curve of x(t).

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 · · · Cont’d

What is Differential equation?

Definition 2
An equation involving a function and its derivatives.

It studies how the state variables of something evolve and change over
time t? (Dynamic change)
We live in a world of interrelated changing entities(states).
The position of the earth changes with time,
The velocity of falling body changes with time,
The bending of a beam changes with the weight of the load placed on
it,
The area of circle changes with the size of the radius,
The path of projectile changes with the velocity and angle at which it
is fired.

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 · · · Cont’d

In the language of mathematics changing entities are called state variables

and the rate of change of one variable with respect to another is called
derivative.
Equations which express a relation among these variables and their
derivatives are called differential equations.
Some examples:
Finance:
Example 0.1
The rate of growth of an investment is proportional to the amount of the
investment.
Let P(t) = the amount of investment, P ′ (t) = the rate of investment. We
write as
dP
P′ = = rP.
dt

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 · · · Cont’d
Biology:
Example 0.2
A colony of rabbits growths at a rate proportional to its size.

Let N(t) = the size of the colony of rabbits, N ′ (t) = the rate of growth of
rabbits. We write as
dN
N′ = = kN, k > 0(why ?)
dt
Chemistry:
Example 0.3
A radioactive substance decays at rate proportional to how much it is
remaining.

Let A(t) = the amount of decayed substance, A′ (t) = the rate of of decay.
We write as
dA
A′ = = kA, k < 0(why ?)
dt
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 · · · Cont’d

Physics:
Example 0.4
The temperature of a cup of coffee cools at a rate proportional to:(temp
of coffee-room temp)

Let T (t) = the temperature of coffee at time t, T ′ (t) = the rate of

temperature,T0 = the room temperature. We write as
dT
T′ = = k(T − T0 ), k < 0(why ?)
dt

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 · · · Cont’d
Mechanical Engineering:
Mechanical Oscillations: Undamped
Definition 3
A spring is an object that when deformed by an amount ∆l creates a force
Fs = −k∆l, with k > 0.

Consider a spring-body system as shown in the following figure.

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 · · · Cont’d
A spring is fixed to a ceiling and hangs vertically with a natural length
l.
It stretches by ∆l when a body with mass m is attached to its lower
end, just as in the middle spring in figure.
We assume that the weight m is small enough so that the spring is
not damaged.
This means that the spring acts like a normal spring, whenever it is
deformed by an amount ∆l it makes a force proportional and opposite
to the deformation,
Fs0 = −k∆l.
Here k > 0 is a constant that depends on the type of spring.
Since the spring-body system is at rest, Newton’s law of motion imply
that all forces acting on the body must add up to zero.
X
F =0

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 · · · Cont’d

The only two forces acting on the body are its weight, Fg = mg , and
the force done by the spring, Fs0 = −k∆l.
Therefore, X
F = Fs 0 + Fg = 0
We are using the sign convention displayed in figure, where forces
pointing downwards are positive.
We now find out how the body will move when we take it away from
the rest position.
To describe that movement we introduce a vertical coordinate for the
displacements, y , as shown in figure, with y positive downwards, and
y = 0 at the rest position of the spring and the body.
We further stretch the spring with the body by y0 and then we release
it with an initial velocity v0 .

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 · · · Cont’d
Example 0.5
The vertical movement of a spring-body system in air with spring constant
k > 0 and body mass m > 0 is described by the solutions of the
differential equation
my ′′ + ky = 0,
where y is the vertical displacement function as shown in figure.

To verify: Newton’s second law of motion says that mass times

acceleration of the body my ′′ (x) must be equal to the sum of all forces
acting on the body, hence
X
ma = F = Fg + Fs0 + Fs (x),

my ′′ (x) = Fg + Fs0 + Fs (x),

where Fs (x) = −ky (x) is the force done by the spring due to the extra
displacement y .
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 · · · Cont’d

Since the first two terms on the right hand side above cancel out,
Fg + Fs0 = 0, the body displacement from the equilibrium position, y (x),
must be solution of the differential equation

my ′′ (x) + ky (x) = 0.

This is a second-order ordinary differential equation(Model of DE).

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 · · · Cont’d
Why we are study Differential equations?
In general,
A differential equation is a mathematical model used to describe
physical, biological or chemical phenomena.
Many aspects of the natural world can be accurately described by
differential equations.
Differential equations have wide applications in various engineering
and science disciplines. In general, modeling of the variation of a
physical quantity, such as temperature, pressure, displacement,
velocity, stress, current, voltage, and concentration of a pollutant,
and so on with the change of time or location, would result in
differential equations.
Interests of Engineers:
Mathematical modeling of a practical problem
Solving the equations to find the solutions using the easiest possible
method.
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 Ordinary differential equations(ODEs)

DEs:
ODEs
PDEs
Revision from prerequisite course:
What is function? Identify independent and dependent variables.
What is the derivatives of functions?
Partial derivatives
Integration and techniques of integrations?
The main objectives of this chapter is
to introduce various types of first-order and simple higher-order
differential equations and
to deal with the corresponding techniques for solving these differential
equations.

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 · · · Cont’d

Definition 4
An ordinary differential equation (ODEs) is an equation containing one
independent variable x ∈ R, the dependent variable y , and some of its
derivatives y ′ , y ′′ , ..., y (n) .
In general, an nth-order ODEs can be written as

F (x, y , y ′ , y ′′ , ..., y (n) ) = 0, (1)

where F is a known function.

In this definition, x is the independent variable and y is the dependent
variable.
Notation:
dy d 2y
= y ′, = y ′′
dx dx 2

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 · · · Cont’d
An ODEs of the first order:
Implicit form: F (x, y , y ′ ) = 0, Explicit form: y ′ = f (x, y ).
Example 0.6
dy
a. dx +x =0
du
b. dx + u2 = 0
dy −y
c. dx = x

Consider an ODEs of the first order:

F (x, y , y ′ ) = 0. (2)
The function y = ϕ(x) is called a solution of (2) on some open
interval a < x < b if ϕ(x) is defined and differentiable throughout the
interval and such that the equation become an identity if y and y ′ are
replaced with ϕ(x), and ϕ′ (x) respectively.
That is, F (x, ϕ(x), ϕ′ (x)) = 0.
The curve (the graph) of ϕ(x) is called solution curve.
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 · · · Cont’d

Types of solutions:
Explicit solution: y = ϕ(x)
Implicit solution: ψ(x, y ) = 0
The general solution: y = ϕ(x, C ).
A particular solution emerges when C takes on a certain numerical
value.
Example 0.7
Show that y = ϕ(x) = xc , x ̸= 0 is a solution of first order ODE:

dy
x = −y .
dx
Verify .

Solution. y = xc , find the first derivative of y . That is, y ′ = −cx −2 .

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 15 / 157
 · · · Cont’d
Then substitute in the equation, we get
dy
x = −y =⇒ x(−cx −2 ) = −cx −1 =⇒ (−cx −1 ) = −cx −1 ,
dx
which is true for all x ̸= 0.
Example 0.8
x2
Show that y = ϕ(x) = c − 2 is a solution of first order ODE:

dy
+ x = 0.
dx
Verify .
2
Solution. y = c − x2 , find the first derivative of y . That is, y ′ = −x.
Then substitute in the equation, we get
dy
x + x = 0 =⇒ −x + x = 0 =⇒ 0 = 0,
dx
which is true for all x.
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 · · · Cont’d

Example 0.9
Show that y = ϕ(x) = x 2 + c1 x + c2 is a solution of second order ODE:

d 2y
= 2.
dx 2
Verify .

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 · · · Cont’d

Example 0.10
For what value of k is/are y (x) = kx 2 e 2x a solution of the the differential
equation
dy
x − 2y = −2x 3 e 2x
dx

Definition 5
Order of a Differential Equation:
The order of a differential equation is the order of the highest derivative
appearing in the differential equation.

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 · · · Cont’d

Example 0.11
d 2x
dt 2
+ x dx
dt = 0, order two
dx
dt + x = cosx, order one
dx dx 2
dt + x( dt ) = sinx, order one

Definition 6
Degree of a Differential Equation:
The degree of a differential equation is the power(exponent) of the highest
derivative which occurs in it, after the differential equation has been made
free from radicals and fractions as far as the derivatives are concerned.
Note:1. Degree of differential equation is the power or exponent to which
the highest-order derivative is raised, where the derivatives can be written
in the polynomial form or reducible to a polynomial form.

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 · · · Cont’d
2. The degree is undefined if
the derivative is inside transcendental functions.(trig, inverse trig,
logarithmic, exponential, hyperbolic,inverse hyperbolic)
the derivatives is raised to negative integers or fractional exponents.

Example 0.12
y ′′′′ + sin(y ′′ ) = 0. order=4,Degree= undefined
sin(y ′ ) = x
Reducible: y ′ = sin−1 (x), order=1, Degree=1
ln(y ′′ ) + y ′ = x
′
Non-reducible: y ′′ = e x e y ,order =2,degree undefined
(y ′′ )−1 + y ′ = xy ′′ + cosx
Reducible: 1 + y ′ y ′′ = x(y ′′ )2 + (cosx)y ′′ order=2, Degree=2
tan(y ′′′ ) + y ′′ = x 2
Non-reducible: y ′′′ = tan−1 (x 2 − y ′′ ),order =3,degree undefined
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 · · · Cont’d

′ √
Ex: e y = y + 2, y ′′ + y′ = 0
Example 0.13
dy
dx + x = sinx, degree one
√
x dy k
dx + dy = y , degree two,
dx
q 3
d 2y dy 2
dx 2
= 1 + dx , degree four

Definition 7
Linear and Nonlinear Differential Equations:
If y and its various derivatives y ′ , y ′′ , · · · appear linearly in the equation, it
is a linear differential equation; otherwise, it is nonlinear.

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 · · · Cont’d
A differential equation is called linear if
every dependent variable and every derivative involved occurs in the
first degree only, and
no products of dependent variables and/or derivatives occur.
there should not be any transcendental function of dependent variable
and its derivatives.
Example 0.14
y ′′ + ω 2 y = sinx, second-order,linear,
(y ′ )2 + 4y = cosx, first-order, nonlinear
y ′′ + yy ′ + 2y = x, second-order, nonlinear,
ẍ + 2ẋ = sint, second-order,linear
ẍ + 2ẋ = sinx, second-order,nonlinear,
ÿ + 2ẏ = e y , second-order,nonlinear

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 Linear Ordinary Differential Equations

Definition 8
The general form of an nth -order linear ordinary differential equation is

an (x)y (n) + an−1 (x)y (n−1) + · · · + a0 (x)y = f (x).

If a0 (x), a1 (x), · · · , an (x) are constants, the ordinary differential equation

is said to have constant coefficients; otherwise it is said to have variable
coefficients.

Example 0.15

y ′′ + 2y ′ + 4y = 10cos2x, second-order, linear, constant coefficients

x 2 y ′′ +xy ′ +(x 2 −ν 2 )y = 0, x > 0, ν ≥ 0, second-order, linear, variable coeffici

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 · · · Cont’d

Definition 9
Homogeneous and Non-homogeneous linear Differential Equations:
A differential equation is said to be homogeneous if it has zero (y (x) = 0)
as a solution; otherwise, it is non-homogeneous.

Example 0.16
y ′′ + 2y ′ + 4y = 10cos2x, non-homogeneous
x 2 y ′′ + xy ′ + (x 2 − ν 2 )y = 0, x > 0, ν ≥ 0, homogeneous
an (x)y (n) + an−1 (x)y (n−1) + · · · + a0 (x)y = 0 , homogeneous.
(y − x 2 )dx + (x + y 3 )dy = 0 , non-homogeneous

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 General and particular solutions
Solution of a Differential Equation:
Definition 10
For an nth -order ordinary differential equation

F (x, y , y ′ , · · · , y (n) ) = 0,

a function y = ϕ(x), which is n-times differentiable and satisfies the

differential equation in some interval a < x < b when substituted into the
equation, is called a solution of the differential equation over the interval
a < x < b.
Consider the first-order differential equation
y′ = 3
y (x) = 3x + c is the general solution.
Consider the third-order differential equation
y ′′′ = 48x
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 · · · Cont’d
c1 2
y (x) = 2x 4 + 2x + c2 x + c3 is the general solution.

Example 0.17
A
Show that y (x) = x + B is a solution of

d 2y 2 dy
2
+ = 0.
dx x dx

Remark 0.1
In general, an nth -order ordinary differential equation will contain n
arbitrary constants in its general solution. Hence, for an nth -order ordinary
differential equation, n conditions are required to determine the n
constants to yield a particular solution.

In applications, there are usually two types of conditions that can be used
to determine the constants: Initial conditions and boundary conditions.
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 · · · Cont’d
Example 0.18
Consider the motion of an object dropped vertically at time t = 0 from
x = 0 as shown in the following figure. Suppose that there is no resistance
from the medium.

The equation of motion is given by

ẍ = g ,
and the general solution is
1
x(t) = c0 + c1 t + gt 2 .
2
One can obtains the solution by integrating both sides of the equation
with respect to t twice.
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 · · · Cont’d
The following are two possible ways of specifying the conditions.
Initial Value Problem:
If the object is dropped with initial velocity v0 , the conditions required are
at time t = 0:
x(0) = 0 (position), ẋ(0) = v0 (velocity )
Hence, the Initial Value Problem is
(
ẍ = g
x(0) = 0, ẋ(0) = v0
The constants c0 and c1 can be determined from these two conditions and
the specific solution of the differential equation is
1
x(t) = v0 t + gt 2 .
2
In this case, the differential equation is required to satisfy conditions
specified at one value of t, i.e., t = 0.
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 · · · Cont’d
Definition 11
Initial Value Problem:
If a differential equation is required to satisfy conditions on the dependent
variable and its derivatives specified at one value of the independent
variable, these conditions are called initial conditions and the problem is
called an initial value problem.

Boundary Value Problem:

If the object is required to reach x = L at time t = T , the conditions can
be specified as :
x(0) = 0; at time t=T : x(T ) = L.
Boundary Value Problem is
(
ẍ = g
x(0) = 0, x(T ) = L

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 · · · Cont’d

The specific solution of the differential equation is

x(t) = ( TL − 12 gT )t + 12 gt 2 .
In this case, the differential equation is required to satisfy conditions
specified at two values of t, that is, t = 0 and t = T .
Definition 12
Boundary Value Problem:
If a differential equation is required to satisfy conditions on the dependent
variable and possibly its derivatives specified at two or more values of the
independent variable, these conditions are called boundary conditions and
the problem is called a boundary value problem.

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 First-Order Ordinary Differential Equations
How to solve first-order ODEs?
There are two standard forms of differential equations of first order
and first degree:
dy
= f (x, y )
dx
M(x, y )dx + N(x, y )dy = 0
We assumed that the necessary conditions for the existence of
solutions are satisfied.
There are various techniques for solving first-order ordinary differential
equations.
Separable DEs:
Definition 13
A first-order differential equation of the form
dy
= g (x)h(y )
dx
is said to be separable differential equation .
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 · · · Cont’d
The Method of Separation of Variables:
Consider a first-order ordinary differential equation of the form

y ′ = f (x, y )

We have the following cases:

When f does not depend on the variable y , that is, f (x, y ) = g (x),
the differential equation
dy
= g (x)
dx
can be solved by integration.
If g (x) is a continuous function, then integrating both sides of the
above equation gives
Z
y = g (x)dx = G (x) + c

is the general solution, where G (x) is an anti-derivative of g (x).

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 · · · Cont’d

Example 0.19
Find the general solution of the first order ODE
dy
= 1 + e 2x
dx
Solution.
dy
= 1 + e 2x =⇒ dy = (1 + e 2x )dx, (separation of variable)
dx Z Z
=⇒ dy = (1 + e 2x )dx + c, (indefinite integral )
Z
y= (1 + e 2x )dx + c

=⇒ y = x + 12 e 2x + c is a general solution.

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 · · · Cont’d

Suppose that the right-hand side function f (x, y ), can be written as a

product of a function of x and a function of y , i.e.,

f (x, y ) = g (x) · h(y ).

Example 0.20
dy
dx = y 2 xe 3x+4y - separable
dy
dx = y + sinx-not separable

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 · · · Cont’d
Working rule to solve separable first-order ODEs.
step 1: Rewrite the given equation in the form:
dy
= g (x)h(y )
dx
step 2: Separating variables,
1
dy = g (x)dx
h(y )

step 3: Apply indefinite integral to both sides of step 2,

Z Z
1
dy + c1 = g (x)dx + c2
h(y )

H(y ) = G (x) + c, c = c2 − c1
is a general solution.
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 · · · Cont’d
Example 0.21
Find the general solution of the following first-order ODEs
a. (1 + x)dx − ydy = 0
dy −x
b. dx = y
dy
c. dx = y2 − 4

Solution. a. Rewrite the given equation in the form:

dy 1
= (x + 1)
dx y
=⇒ ydy = (x + 1)dx (separation of variable)
Z Z
=⇒ ydy = (x + 1)dx + c (applying indefinite integral)

y2 x2
=⇒ = + x + c1 =⇒ y 2 (x) = 2x + x 2 + c1 is a general solutio
2 2
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 · · · Cont’d
Example 0.22
Given the linear first order differential equation

y ′ = −xy .

a. Find the general solution of this equation.

b. Find the particular solution satisfying the initial condition: y (0) = 1.

Solution.
dy
= −xy
dx
1
=⇒ dy = −xdx
y
Z Z
1
=⇒ dy = − xdx + c
y
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 · · · Cont’d

−x 2 −x 2
=⇒ ln(y ) = + c1 =⇒ y (x) = ce 2
2
is a general solution.
Finally, apply IC to get particular solution. That is,
02
1 = y (0) = ce 2 = c.

Thus, the particular solution is

−x 2
y (x) = e 2 .

Exercises:
Given the nonlinear differential equation

y ′ = −y 2 .

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 · · · Cont’d
a. Find the general solution of the given equation.
b. Find the particular solution satisfying y (0) = 1.
c. Find the particular solution satisfying y (0) = 0.
Example 0.23
Solve the following first-order IVP
dy
dx = x 2 y , y (0) = 3.
dy 3x 2
dx = y , y (0) = 2.

Solution.
dy
= x 2y
dx
1
=⇒ dy = x 2 dx
y
Z Z
1
=⇒ dy = x 2 dx + c
y
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 39 / 157
 · · · Cont’d

x3 x3
=⇒ ln(y ) = + c1 =⇒ y (x) = ce 3
3
is a general solution. To find a particular solution, determine the value of
c, by substituting x = 0 and y = 3 into general solution.
That is,
0
3 = y (0) = ce 3 =⇒ c = 3.
Therefore, the solution to IVP is
x3
y (x) = 3e 3 .

Example 0.24
Find the function u which satisfies the equation
du
= 2u,
dx
given that u(0) = e 3 .
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 · · · Cont’d
Example 0.25
Find the general solutions for the following equations
dy
dx = e x−y + x 2 e −y
y − x dy 2
dx = y +
dy
dx

Solution. Rewrite in the form:

dy
= (x 2 + e x )e −y
dx
y
=⇒ e dy = (x 2 + e x )dx
Z Z
=⇒ e y dy = (x 2 + e x )dx + c

x3
=⇒ e y + ex + c
=
3
x3
=⇒ y (x) = ln( + e x + c)
3
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 · · · Cont’d
Inseparable equations, but can be reduced to separable through
transformation:
Transformation of equations:
Type: Equations of the form:
dy
= f (ax + by + c)
dx
can be reduced to an equation in which variables can be separated. For
this purpose, we use the substitution
v (x) = ax + by + c, y = y (x)
Then
dv dy
=a+b
dx dx
dv
=⇒ = a + bf (v )
dx
which is separable.
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 · · · Cont’d
Example 0.26
Find the general solutions for the following equations
dy
dx = (4x + y + 1)2
(x + 2y − 1)dx = (x + 2y + 1)dy

Solution. dy 2
dx = (4x + y + 1) .
Put v (x) = 4x + y + 1. Then
dv dy dv
=4+ =⇒ = 4 + v2
dx dx dx
which is separable.
dv
= 4 + v2
dx
1
=⇒ 2
dv = dx
Z 4+v Z
1
=⇒ dv = dx + c
4 + v2
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 · · · Cont’d
1 1 −1 v
R R
=⇒ 4(1+( v2 )2 )
dv = dx + c =⇒ 2 tan ( 2 ) =x +c
=⇒ tan−1 ( v2 ) = 2x + c1 =⇒ v (x) = 2tan(2x + c1 )

4x + y + 1 = 2tan(2x + c1 )
x+2y −1
Solution. dy
dx = x+2y +1 .
Put v (x) = x + 2y . Then
dv dy dv v −1 3v − 1
=1+2 =⇒ =1+2 =
dx dx dx v +1 v +1
−1)
=⇒ ( 1/3(3v
3v −1 + 3/2
3v −1 )dv = dx.

1 3
v + ln(3v − 1) = x + c
3 2
1 3
(x + 2y ) + ln(3(x + 2y ) − 1) = x + c
3 2
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 44 / 157
 · · · Cont’d

Type: Equation which can be written in the form:

dy y
=f( )
dx x
To solve such type of equation we use the substitution
y
v (x) = =⇒ y = vx.
x
Then differentiating, we get
dy dv
=⇒ = x +v
dx dx

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 45 / 157

 · · · Cont’d

dv
=⇒ f (v ) = x +v
dx
which is separable.
Example 0.27
Find the general solutions for the following equations

(x 3 + xy 2 )dx − (y 3 + 3x 2 y )dy = 0
y
Solution. Take v = x =⇒ y = vx. Differentiating w.r.t x
dy dv
=⇒ = x +v
dx dx
dy x 3 +xy 2 1+3( yx )2 1+3v 2
dx = y 3 +3x 2 y
= ( yx )3 +3( yx
)= v 3 +3v

dv 1 + 3v 2
=⇒ x +v = 3
dx v + 3v
which is separable.
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 46 / 157
 · · · Cont’d

Exact Differential Equations and Integrating Factors:

Pfaffian differential equation:
Definition 14
An equation of the form

f1 (x1 , x2 , · · · , xn )dx1 +f2 (x1 , x2 , · · · , xn )dx2 +· · ·+fn (x1 , x2 , · · · , xn )dxn = 0

where fi are functions of some or all of the n variables x1 , x2 , · · · , xn is

called Pfaffian differential equation.

Let us discuss on Paffian equation in two variables.

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 47 / 157

 · · · Cont’d
Exact differential equation: Paffian equation in two variables
Definition 15
If M and N are continuous functions of x and y , the equation

M(x, y )dx + N(x, y )dy = 0 (3)

is called exact when there exists a function u = u(x, y ) of x and y , such

that
du = M(x, y )dx + N(x, y )dy .

If u = u(x, y ) has continuous partial derivatives it’s total differential

gives
∂u ∂u
du = dx + dy (4)
∂x ∂y
Therefore, we have
∂u ∂u
dx + dy = M(x, y )dx + N(x, y )dy
∂x ∂y
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 48 / 157
 · · · Cont’d
Theorem 1
The necessary and sufficient condition for the differential equation

M(x, y )dx + N(x, y )dy = 0 (5)

to be exact is
My = Nx . (6)

Proof. Let (5) be exact. Hence by definition above, there exist a function
u(x, y ) of x and y , such that
∂u ∂u
dx + dy = M(x, y )dx + N(x, y )dy
∂x ∂y
Equating coefficients of dx and dy , we get
M = ux (7)
N = uy (8)
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 49 / 157
 ···
We know that M and N are continuous and have continuous partial
derivative of first order. Then by partial differentiation of (7), and (8)
w.r.t x and y respectively, we get
My = uyx , Nx = uxy
Since My and Nx are continuous, it follows that uxy and uyx are
continuous. Thus, the two second partial derivatives are equal. That is,
uxy = uyx . And hence, we have My = Nx .
My = Nx , (the necessary condition for exactness).
How to solve?
Working procedures for solving an exact differential equation:
Compare the given equation with
Mdx + Ndy = 0
and find out M and N. Then find out My and Nx . If My = Nx , we
conclude that the given equation is exact.
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 50 / 157
 · · · Cont’d
If the equation is exact, then by definition, there exists a function u such
that
ux = M (9)
and
uy = N (10)

Step 1. Integrate (9) with respect to x keeping y as a constant.

Z
u(x, y ) = Mdx + f (y ), (11)

where the arbitrary function f (y ) is the “constant” of integration.

Step 2. Differentiating (11) with respect to y and then
Z
∂
uy = Mdx + f ′ (y ) = N. (12)
∂y
This gives Z
′ ∂
f (y ) = N − Mdx (13)
By Feyissa Kebede (PhD)(ASTU)
∂y November 1, 2025 51 / 157
 · · · Cont’d

Step 3. Integrate both sides of (13) with respect to y to get

Z Z Z
∂  
f (y ) = Ndy − Mdx dy
∂y

Step 4. Finally, substituting the result in (12),we get

Z Z Z Z
∂  
u(x, y ) = Mdx + Ndy − Mdx dy .
∂y
The implicit general solution of the equation will be written in the
form:
u(x, y ) = c.

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 52 / 157

 · · · Cont’d

Example 0.28
Find the general solution of the following differential equation

(x 2 − 4xy − 2y 2 )dx + (y 2 − 4xy − 2x 2 )dy = 0.

Solution.
Comparing the given equation with Mdx + Ndy = 0, we have

M(x, y ) = x 2 − 4xy − 2y 2 , and N(x, y ) = y 2 − 4xy − 2x 2

Therefore,
My = −4x − 4y , and Nx = −4x − 4y .
Thus, My = Nx and so the given equation is exact.

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 53 / 157

 · · · Cont’d
Hence, by definition there exists a potential function u(x, y ) such that
ux = M = x 2 − 4xy − 2y 2 ,
uy = N = y 2 − 4xy − 2x 2
To determine u(x, y ), integrate the first equation with respect to x,
keeping y constant
Z
u(x, y ) = (x 2 − 4xy − 2y 2 )dx + f (y )
1 3
=x − 2x 2 y − 2xy 2 + f (y ). (14)
3
To find f (y ), we differentiate equation (14) with respect to y and
comparing with N = y 2 − 4xy − 2x 2 gives
uy = −2x 2 − 4xy + f ′ (y ) = y 2 − 4xy − 2x 2 ,
hence,
f ′ (y ) = y 2 .
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 54 / 157
 · · · Cont’d
Thus, upon integrating, we get
1
f (y ) = y 3 .
3
Therefore, after substitution the implicit solution of the equation is
u(x, y ) = x 3 − 6x 2 y − 6xy 2 + y 3 = c.
=⇒ x 3 − 6x 2 y − 6xy 2 + y 3 = c
is an implicit general solution.
Example 0.29
Solve the following initial value problem

(6xy 2 + 4x 3 y )dx + (6x 2 y + x 4 + e y )dy = 0, y (1) = 0

Solution. The differential equation is of the form

M(x, y )dx + N(x, y )dy = 0,
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 55 / 157
 · · · Cont’d
where
M(x, y ) = 6xy 2 + 4x 3 y , N(x, y ) = 6x 2 y + x 4 + e y .
Step1. Test for exactness:
My = 12xy + 4x 3 , Nx = 12xy + 4x 3
Hence, the differential equation is exact.
Thus, by definition there exists a function u(x, y ) such that
ux = 6xy 2 + 4x 3 y ,
uy = 6x 2 y + x 4 + e y
Step2. To determine u(x, y ), integrate the first equation with respect to x
Z
u(x, y ) = (6xy 2 + 4x 3 y )dx + f (y )

= 3x 2 y 2 + x 4 y + f (y ). (15)
(when integrating w.r.t. x, y is treated as constant).
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 56 / 157
 · · · Cont’d
To find f (y ), we differentiate equation (15) with respect to y and then
comparing with N = 6x 2 y + x 4 + e y yield
uy = 6x 2 y + x 4 + f ′ (y )
= 6x 2 y + x 4 + e y ,
hence,
f ′ (y ) = e y .
Hence, upon integrating, we get
f (y ) = e y .
Substituting into equation (15) leads
u(x, y ) = 3x 2 y 2 + x 4 y + e y = c.
Therefore, the general solution is given by
3x 2 y 2 + x 4 y + e y = c.
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 57 / 157
 · · · Cont’d
To find a particular solution use the initial condition.
3.12 .y 2 (1) + 14 .y (1) + e y (1) = c =⇒ c = 1.
Therefore, the particular solution is 3x 2 y 2 + x 4 y + e y = 1.
Exercises:
1. Solve
cos(x + y )dx + (3y 2 + 2y + cos(x + y ))dy
2. Solve the IVP
(3x 2 y − 1)dx + (x 3 + 6y − y 2 )dy = 0, y (0) = 3
3. Solve th IVP
−ysin(xy )dx − xsin(xy )dy , y (1) = π
4. Find the value(s) of constant β such that
(2xe y + 3y 2 )dy + (3x 2 + βe y )dx = 0
is exact. Further, for this value of β, solve the equation.
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 58 / 157
 · · · Cont’d
How to solve non-exact Equation?
Integrating factor
Definition 16
If an equation of the form

Mdx + Ndy = 0

is not exact, it can always be made exact by multiplying by some non-zero

function of x and y . Such a multiplier is called an integrating factor. We
shall denote I for integrating factor.

Consider the first ODE

Mdx + Ndy = 0 (16)
If My ̸= Nx , an integrating factor I (x, y ) may be determined so that
IMdx + INdy = 0 (17)
is exact.
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 59 / 157
 · · · Cont’d
To find an integrating factor I (x, y ), apply the exactness condition on
equation (17),
∂(IM) ∂(IN)
= ,
∂y ∂x
that is,
∂I ∂M ∂I ∂N
M +I = N +I
∂y ∂y ∂x ∂x
∂M ∂N ∂I ∂I
=⇒ I ( − )=N −M (18)
∂y ∂x ∂x ∂y
The difficulty here is determining the unknown I (x, y ) from (18) is that we
must solve a partial differential equation. Since we are not prepared to do
that, we make the following simplifying assumption:
Special Cases:
Case 1. Assume that I is a function of x alone, i.e., I = I (x), then
∂I dI ∂I
= , =0
∂x dx ∂y
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 60 / 157
 · · · Cont’d
and equation (18)becomes
dI ∂M ∂N
N = I( − )
dx ∂y ∂x
dI h 1 ∂M ∂N i
=⇒ = ( − ) dx
I N ∂y ∂x
Since I (x) is a function of x alone, the left-hand side is a function of x
alone. Thus, the right-hand side must also be a function of x alone.
Hence we can solve by integration as follows
Z
1 ∂M ∂N
lnI = ( − )dx
N ∂y ∂x
There exist an integrating factor that is dependent only on x if and only if
1 ∂M ∂N
( − ) = f (x).
N ∂y ∂x
In such case, the integrating factor is:
1 ∂M
− ∂N
R R
( )dx f (x)dx
=⇒ I (x) = e N ∂y ∂x =e
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 61 / 157
 · · · Cont’d

Remark. Since only one integrating factor is sought, there is no need to

include a constant of integration c.
Case 2. Assume that I is a function of y alone , i.e., I = I (y ), then
interchanging M and N, and x and y in the above equation , one obtains
an integrating factor
1 ∂N
( − ∂M
R R
)dy g (y )dy
I (y ) = e M ∂x ∂y =e

There exist an integrating factor that is dependent only on y if and only if

1 ∂N ∂M
( − ) = g (y )
M ∂x ∂y

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 62 / 157

 · · · Cont’d

Example 0.30
Solve the first-order ODE

3(x 2 + y 2 )dx + x(x 2 + 3y 2 + 6y )dy = 0

Solution. The differential equation is of the form

M(x, y )dx + N(x, y )dy = 0,

where
M(x, y ) = 3(x 2 + y 2 ), N(x, y ) = x(x 2 + 3y 2 + 6y ).
Test for exactness:

My = 6y , Nx = 3y 2 + 3x 2 + 6y

Therefore, My ̸= Nx =⇒ the differential equation is not exact.

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 63 / 157
 · · · Cont’d
Since
1 ∂N ∂M 1 
2 2

( − )= (3x + 3y + 6y ) − 6y = 1.
M ∂x ∂y 3(x 2 + y 2 )
Hence it is a function of y alone. Therefore,
1 ∂N
( − ∂M
R R
)dy 1dy
I (y ) = e M ∂x ∂y =e = ey

Multiplying the differential equation by the integrating factor I (y ) = e y

gives
(3e y x 2 + 3e y y 2 )dx + (e y x 3 + 3xe y y 2 + 6xye y )dy = 0
which is exact.
Since the differential equation is exact, there exists a function u(x, y ) such
that
ux = 3e y x 2 + 3e y y 2 ,
uy = e y x 3 + 3xe y y 2 + 6xye y .
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 64 / 157
 · · · Cont’d
To determine u(x, y ), integrate the first equation with respect to x
Z
u(x, y ) = (3e y x 2 + 3e y y 2 )dx + f (y )

= e y x 3 + 3xe y y 2 + f (y ). (19)
Differentiating equation (19) with respect to y and comparing with
uy = e y x 3 + 6xye y + 3xy 2 e y yield
uy = e y x 3 + 6xye y + 3xy 2 e y + f ′ (y )
= e y x 3 + 3xe y y 2 + 6xye y ,
hence,
f ′ (y ) = 0 =⇒ f (y ) = C1 .
Substituting into equation (19) leads
u(x, y ) = e y x 3 + 3xe y y 2 = C
=⇒ xe y (x 2 + 3y 2 ) = C
is a general solution.
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 65 / 157
 · · · Cont’d

Example 0.31
Solve the first-order ODE

(2x − y 2 )dx + xydy = 0, x > 0

Solution. The differential equation is of the form

M(x, y )dx + N(x, y )dy = 0,

where
M(x, y ) = 2x − y 2 , N(x, y ) = xy .
Test for exactness:
My = −2y , Nx = y
Therefore, My ̸= Nx =⇒ the differential equation is not exact.

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 66 / 157

 · · · Cont’d
Since
1 ∂M ∂N −2y − y −3
( − )= = .
N ∂y ∂x xy x
Hence it is a function of x alone. Therefore,
1 ∂M
− ∂N −3
R R
( )dx
I (x) = e N ∂y ∂x =e x
dx
= x −3
Multiplying the differential equation by the integrating factor I (x) = x −3
gives
(2x −2 − x −3 y 2 )dx + x −2 ydy = 0
which is exact.
Since the differential equation is exact, there exists a function u(x, y ) such
that
ux = 2x −2 − x −3 y 2 , uy = x −2 y .
I leave it as an exercise to verify that a potential function for this equation
is
1
u(x, y ) = x −2 y 2 − 2x −1 .
2
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 67 / 157
 · · · Cont’d

Exercises:
1. Solve the first-order ODE

y (2x − y + 2)dx + 2(x − y )dy = 0

2. Solve the first-order ODE

y (cos 3 x + ysinx)dx + cosx(sinxcosx + 2y )dy = 0

3. Solve a nonlinear first-order ODE

xydx + (2x 2 + 3y 2 − 20)dy = 0

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 68 / 157

 Linear first-order non-homogeneous Equations
Definition 17
A first order differential equation is called non-homogeneous linear
equation if it can be written in the form
dy
+ a(x)y = f (x) (20)
dx
where a(x) and f (x) are constants or functions of x alone (i.e., not of y )
and f (x) ̸= 0.

Linear first-order equations occur in many engineering applications and are

of the form equation (20).
It can also be written in the form: Mdx + Ndy = 0.
[a(x)y − f (x)]dx + dy = 0 (21)
in which
M(x, y ) = a(x)y − f (x), N(x, y ) = 1.
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 69 / 157
 · · · Cont’d
Test for exactness:
My = a(x), Nx = 0 =⇒ differential equation (21) is not exact for
a(x) ̸= 0.
However, since
1 ∂M ∂N
( − ) = a(x)
N ∂y ∂x
is a function of x alone, there exists an integrating factor that is a function
of x alone given by
1 ∂M
− ∂N
R R
( )dx a(x)dx
I (x) = e N ∂y ∂x =e
Integrating factor: R
a(x)dx
I (x) = e
Multiplying equation (21) by the integrating factor I (x) yields
R R
a(x)dx a(x)dx
[a(x)y − f (x)]e dx + e dy = 0
R R
=⇒ (e a(x)dx
y )′ = e a(x)dx
f (x).
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 70 / 157
 · · · Cont’d
Then the general solution is
Z
−1
y (x) = I (x) f (x)I (x)dx + C .I (x)−1

R Z R R
−
y (x) = e a(x)dx
f (x)e a(x)dx
dx + Ce − a(x)dx

Working procedures for solving linear equations:

First put the given equation in the standard form:
dy
+ a(x)y = f (x).
dx
Next find an integrating factor I by using formula
R
a(x)dx
I (x) = e
Lastly, the required general solution is obtained by using the result
R Z R R
− a(x)dx
y (x) = e f (x)e a(x)dx dx + Ce − a(x)dx

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 71 / 157

 · · · Cont’d
Example 0.32
Find the general linear ODE
dy
− y = e 2x (22)
dx
Solution. Here
a(x) = −1, f (x) = e 2x ,
Thus, R
I (x) = e a(x)dx
= e −x
Multiply (22) by I (x) = e −x , we obtain
dy
e −x − e −x y = e x
dx
d −x
=⇒ (e y ) = e x =⇒ d(e −x y ) = e x dx
dx Z Z
=⇒ d(e −x y ) = e x dx + C
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 72 / 157
 · · · Cont’d

Z
−x
=⇒ e y= e x dx + C

Then we obtain the general solution

Z 
x 2x −x
y (x) = e e e dx + C
 Z 
= ex e x dx + C

= e x (e x + C ) = e 2x + Ce x

=⇒ y (x) = e 2x + Ce x
is a general solution.

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 73 / 157

 ···
Example 0.33
Solve the initial value problem:
dy 1
x2 + 3xy = , y (1) = −1
dx x
Solution. Write in standard form: Dividing by x, we get
dy 3 1
+ y = 3. (23)
dx x x
From this form we identify a(x) = x3 and f (x) = x13 and further observe
that a and f are continuous on (0, ∞). Hence the integrating factor is
3
R
dx
I (x) = e x = x 3.
Now we multiply (23) by x 3 and rewrite
dy 3
x3 + x3 y = 1
dx x
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 74 / 157
 · · · Cont’d

d(x 3 y ) = 1dx
Z Z Z
d(x 3 y ) = 1dx + C =⇒ x 3 y = 1dx + C

y (x) = x −2 + cx −3
is a general solution defined on (0, ∞).
Example 0.34
Find the general solution of

(x 2 − 9)y ′ − xy = 0.

Example 0.35
Solve the initial value problem:
(
′ 1, 0 ≤ x ≤ 1
y + y = f (x), y (0) = 0, where f (x) =
0 = 0, x > 1
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 75 / 157
 · · · Cont’d
[Link] solve the DE for y (x) first on the interval [0, 1] and then on
the interval (1, ∞).
For 0 ≤ x ≤ 1, we have
y ′ + y = 1, y (0) = 0
For x > 1, we have
y′ + y = 0
Hence we can write the solution as
(
1 − e −x , 0 ≤ x ≤ 1
y (x) =
ce −x , x > 1.
It is possible to determine c so that the foregoing function is continuous at
x = 1. The requirement that limx→1+ y (x) = y (1) implies that
ce −1 = 1 − e −1
or c = e − 1.
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 76 / 157
 · · · Cont’d

(
1 − e −x , 0 ≤ x ≤ 1
y (x) =
(e − 1)e −x , x > 1.
is continuous on (0, ∞).
Example 0.36
Find the general solution of

dx x + 2y 3
=
dy y
dx
Solution. Write in standard form: dy − y1 x = 2y 2 . Here
−1
R
dy
a(y ) = −1 2
y , f (y ) = 2y . Thus, I (y ) = e
y = e −lny = y1 .
Hence, the required solution is x(y ) = y 3 + cy , where c is an arbitrary
constant.

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 77 / 157

 · · · Cont’d

Exercises:
1. Find the general solution of
dy
x + 4y − x 3 = 0.
dx
2. Find the general solution of
dy
x2 + x 3 (y − sinx) = 0.
dx
3. Solve the IVP
dy
ex = 20 + 3e x y , y (0) = 7.
dx
4. Solve the IVP
dy
2 + 3y = 20x 2 , y (1) = 10.
dx

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 78 / 157

 Non-linear first order ODE
Bernoulli Differential Equations:Reading assignment
Many applications can be modeled by nonlinear ODEs. One of the most
useful ones of these is the Bernoulli Differential Equations is :

dy
+ a(x)y = f (x)y n , (24)
dx
where n is any real number, and n ̸= 0, 1. This equation is nonlinear.
How to solve ? We use transformation:
Certain non-linear ODE can be transformed to linear form in terms of new
variables. For n ̸=, 0, 1. y (x) = 0 is clearly a solution.
Dividing both sides of the equation by y n yields
dy
y −n
+ a(x)y 1−n = f (x).
dx
Letting u = y 1−n . Differentiating w.r.t x, we get
dy du dy 1 du
(1 − n)y −n = =⇒ y −n =
dx dx dx 1 − n dx
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 79 / 157
 · · · Cont’d

1 du
+ a(x)u = f (x) =⇒ u ′ + (1 − n)a(x)u = (1 − n)f (x).
1 − n dx
Hence, a Bernoulli differential equation is transformed to a linear
first-order equation in the new variable u.
Example 0.37
Solve the following Bernoulli Equations
dy
= Ay − By 2
dx
Solution. Rewrite in the form
dy
− Ay = −By 2
dx
Dividing both sides of the equation by y 2 yields
dy
y −2 − Ay −1 = −B
dx
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 80 / 157
 · · · Cont’d

Let u = y −1 . Differentiating both sides w.r. t x, we get

dy du du
−y −2 = =⇒ + Au = B
dx dx dx
which is linear first order equation.
Example 0.38
Solve the initial value problem of nonlinear equation
dy
x + y = x 2 y 2 , y (1) = 2, x ̸= 0.
dx

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 81 / 157

 · · · Cont’d
Riccati Equation:Reading assignment

y ′ = a(x)y 2 + b(x)y + c(x)

How to solve ?
If y1 (x) is a known particular solution to Riccati equation, then
substituting u = y − y1 into equation will transform the Riccati equation
into Berenuolli equation of new variable u.

y (x) = u + y1 =⇒ y ′ (x) = u ′ (x) + y1′

y ′ (x) = u ′ + y1′ = a(x) u + y1 )2 + b(x) u + y1 ) + c(x)

= au 2 + 2auy1 + ay12 + bu + by1 + c

= au 2 + 2auy1 + bu

=⇒ u ′ = au 2 + (2ay1 + b)u =⇒ u ′ − (2ay1 + b)u = au 2

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 82 / 157
 · · · Cont’d
Example 0.39
Solve
1
y ′ = (y − x)2 + 1, y (0) = ,
2
given that y1 (x) = x is a particular solution.

Solution. Make the change of variables: u = y − x

Simplify to a Bernoulli equation: u ′ = u 2
1
Solve the Bernoulli equation for u: u = c−x
Reverse the substitution: y = u + x
1
y= + x, y = x
c −x
are the solutions.
Finally, we use the initial condition. The solution y = x can not satisfy the
initial condition y (0) = 12 , so we use the general solution. Then, we have
1
y (x) = 2−x +x
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 83 / 157
 Some applications

Heating and Cooling:

Newton’s Law of Cooling: The rate of change in the temperature T (t), dT
dt
of a body in a medium of temperature Tm is proportional to the
temperature difference between the body and the medium, that is ,
dT
= −k(T (t) − Tm ),
dt
where k > 0 is a constant of proportionality.
Example 0.40
A body cools in air of constant temperature Tm = 20◦ C . If the
temperature of the body changes from 100◦ C to 60◦ C in 20 minutes,
determine how much more time it will need for the temperature to fall to
30◦ C .

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 84 / 157

 · · · Cont’d
Solution. Newton’s Law of Cooling requires that
dT
= −k(T (t) − Tm ), T (0) = 100◦ , T (20) = 60◦ .
dt
The general solution is
Z Z
dT
dt = −k dt + C =⇒ ln|T − Tm | = −kt + C
T − Tm

=⇒ T (t) = Tm + ce −kt
is a general solution. At t = 0, T (0) = 100◦ C :

=⇒ T (0) = 20 + ce −k.0 =⇒ 100 = 20 + ce −k.0 =⇒ c = 80.

Thus, the particular solution is

T (t) = 20 + 80e −kt .

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 85 / 157

 · · · Cont’d

To determine the proportionality constant k:

Take t = 20min, T (20) = 60◦ C :

1
=⇒ T (20) = 20 + 80e −k.20 =⇒ 60 = 20 + 80e −k.20 =⇒ k = ln2
20
Hence
1
T (t) = 20 + 80e −( 20 ln2).t
When T = 30◦ C : t =?
1
30 = 20 + 80e −( 20 ln2).t
=⇒ t = 60min.
More time needed to reach 30◦ C ?
Hence, it will need 60 − 20 = 40 more minutes for the temperature to fall
to 30◦ C .
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 86 / 157
 · · · Cont’d
Motion of a Particle in a Resisting Medium
Example 0.41
A bullet is fired perpendicularly into a plate at an initial speed of
v0 = 100m/sec. When the bullet exits the plate, its speed is
v1 = 80m/sec. It is known that the thickness of the plate is b = 0.1m and
the resistant force of the plate on the bullet is proportional to the square
of the speed of the bullet, i.e., R = βv 2 . Determine the time T that the
bullet takes to pass through the plate.

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 87 / 157

 · · · Cont’d
Solution. Applying Newton’s Second Law to the bullet as shown yields
FT = ma
=⇒ −βv 2 = ma
dv dv
a(t) = =⇒ m = −βv 2 ,
dt dt
dv
m + βv 2 = 0.
dt

Which is the first-order nonlinear ODE.

Also, it is separable ODE:
dv 1
= − βv 2 = 0.
dt m
The general solution is given by
Z Z
dv
− 2 = kdt + C ,
v
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 88 / 157
 · · · Cont’d
β 1
where k = m. Thus, v = kt + C
1
=⇒ v (t) =
kt + C
is a general solution.
To find a specific solution:
We have, at t = 0, v (0) = v0 ,
1 1
v0 = v (0) = =
k.0 + C C
Hence
1
v (t) = 1
kt + v0
is a particular solution.
To determine the constant k: We have, at t = T , v (T ) = v1 :
1
v1 = v (T ) = 1
.
kT + v0
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 89 / 157
 · · · Cont’d

v0 − v1
k=
v0 v1 T
At what time t = T the bullet takes to pass through the plate?
But, we have v = dx
dt . Thus,

dx 1
= 1
dt kt + v0

is the first-order linear ODE with unknown variable x.

The general solution is given by
1  1
x(t) = ln kt + +D
k v0
At t = 0, x(0) = 0 :
1  1 1 1
0 = x(0) = ln k.0 + + D =⇒ D = − ln
k v0 k v0
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 90 / 157
 · · · Cont’d
Hence
1  1 1 1
x(t) = ln kt + − ln
k v0 k v0
is a particular solution.
At t = T , x(T ) = b :

1  1  1  1  1  1  1  1  1  v0 
b = x(T ) = ln kT + − ln = ln − ln = ln .
k v0 k v0 k v1 k v0 k v1
1  v0  1
=⇒ k = ln , v1 = v (T ) = v  .
b v1 1
ln
0
T + 1
b v1 v0

b 1 1
T = v  − = 0.000819sec
ln
0 v1 v0
v1
(v0 = 100, v1 = 80, b = 0.1)
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 91 / 157
 · · · Cont’d

Mixture problems:
Suppose that a large mixing tank initially holds V0 gallons of a solution in
which x0 pounds of a substance is dissolved. Let another solution,
lb gal
containing xi gal of substance, flows into the tank at a given rate ri min .
When the solution in the tank is well stirred, it pumped out at a given rate
gal
r0 min according to the following figure.

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 92 / 157

 · · · Cont’d
Let
x(t) = the amount of substance (measured in pounds) in the tank at
time t.
V (t) = the volume of a solution at any time t.
ri = in flow rate of solution and r0 = out flow rate of solution
Ri = input rate of solution and R0 = output rate of solution
Ci (t) = concentration of substance into the tank and
Co (t) =concentration of substance out of the tank
According to balance Law, the rate at which x changes with time t is
given by
dx
= (input rate of substance) − (output rate of substance) = R1 − R2 ,
dt

dx
= Ci ri − C0 r0
dt
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 93 / 157
 · · · Cont’d
Now, the input rate of substance
lb gal lb
Ri = (concentration)(volume rate) = xi × ri = xi ri
gal min min
=⇒ Ri = Ci ri = xi ri
and
dV
= ri − ro , V (0) = V0 .
dt
From this we get,
V (t) = (ri − ro )t + V0 .
Then the concentration of substance in the tank, as well as in the
x lb
outflow, is Co (t) = gal at any time t.
V
Hence the output rate of substance
x lb gal xro lb
Ro = Co (t)r0 = × ro =
V gal min V min
xro xro
=⇒ Ro = =
V (ri − ro )t + V0
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 94 / 157
 · · · Cont’d
Therefore, we have
dx xro
= xi ri −
dt (ri − ro )t + V0
which is a first order linear differential equation.
To solve this equation, one can use
separation of variable
integrating factor
On solving the above differential equation, we obtain the amount of
substance in the tank at any time t. That is x(t).
Note:
If ri = ro , then clearly V (t) = V0 constant value.
When ri > ro then the number of gallons of solution in the tank is
increasing.
When or ri < ro , then the number of gallons of solution in the tank is
decreasing .
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 95 / 157
 · · · Cont’d

Example 0.42
A tank initially contains 50 gallons of pure water. Starting at t = 0 a brine
containing 2lb of dissolved salt per gallon flows into the tank at the rate of
gal
2 min . The mixture is kept uniform by stirring and the well-stirred mixture
simultaneously flows out of the tank at the same rate. Then
i. Derive a mathematical model describing the problem.
ii. How much salt is in the tank at any time t > 0
iii. How much salt is present at the end of 25 minutes?
iv. How much salt is present after a long time?

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 96 / 157

 · · · Cont’d
Solution. i) Let x denote the amount of salt (measured in pounds) in the
tank at any time t.
lb gal gal
V (0) = 50, x(0) = 0, Ci = 2 , ri = 2 , , ro = 2
gal min min
dV
= ri − ro = 0 =⇒ V (t) = V0
dt
Therefore,
x(t) x(t)
Co (t) =
=
V0 50
Then the rate at which x changes with time t is given by
dx
= Ci ri − Co ro = Ri − Ro .
dt
Now, the input rate of substance
lb gal lb
Ri = 2 ×3 =6 .
gal min min
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 97 / 157
 · · · Cont’d

The output rate of substance

x lb gal 3x lb
Ro = ×3 = .
50 gal min 50 min
Therefore,
dx 3x
=6−
dt 50
dx 3x
=⇒
+ = 6, x(0) = 0
dt 50
is mathematical model describing the result.
ii) The particular solution is
−3t
x(t) = 100(1 − e 50 )

is the amount of sal at any time t.

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 98 / 157
 · · · Cont’d

iii) Let x1 be the amount of the salt present in the tank at the end of 25
minutes. That is, x(25) = x1 . Then we get
−3×25 −3
x1 = x(25) = 100(1 − e 50 ) = 100(1 − e 2 )

iv) Here we require to find out the amount of salt present in the tank as
t → ∞.
To find this value,
−3t
lim x(t) = lim 100(1 − e 50 ) = 100.
x→∞ x→∞

left in the tank after a longe time.

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 99 / 157

 · · · Cont’d
Example 0.43
A large tank initially contains 50 gallons of brine in which there is 10lb of
salt. Brine containing 2lb of dissolved salt per gallon flows into the tank at
gal
the rate of 5 min . The mixture is kept uniform by stirring, and stirred
gal
mixture simultaneously flows out at the slower rate 3 min . How much salt
is in the tank at time t > 0?
Solution. i) Let x denote the amount of salt (measured in pounds) in the
tank at any time t.
lb gal gal
V (0) = 50, x(0) = 10, Ci = 2 , ri = 5 , , ro = 3
gal min min
dV
= ri − ro = 5 − 3 = 2 =⇒ V (t) = 2t + V0 = 2t + 50
dt
Now, the input rate of solution
lb gal lb
Ri = 2 ×5 = 10 .
gal min min
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 100 / 157
 · · · Cont’d

The output rate of solution

x lb gal 3x lb
Ro = ×3 =
50 + 2t gal min 50 + 2t gal
Therefore,
dx 3
= 10 − x
dt 50 + 2t
dx 3
=⇒ + x = 10, x(0) = 10
dt 50 + 2t

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 101 / 157

 · · · Cont’d
Electric Circuit Problems:
Recall the following three laws concerning the voltage drops across
resistor, inductor and capacitor:
Law I: The voltage drop ER acorss a resistor is given by
ER = Ri,
where R is a constant of proportionally called the resistance, and i the
current.
Law II: The voltage drop EL across an inductor is given by
di
EL = L( ),
dt
where L is a constant of proportionality called the inductance.
Law III: The voltage drop EC across a capacitor is given
q
EC = ,
C
where C is a constant of proportionality called the capacitance and q is
instantaneous charge on the capacitor.
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 102 / 157
 · · · Cont’d

The fundamental law in the study of electric circuits is the following:

Kirchhoff’ Voltage Law: The sum of the voltage drops across resistor,
inductors, and capacitors is equal to the total electromotive force in a
closed circuit.
E = ER + El + E C
We now consider two very simple cases in which the problem reduces to a
first order linear differential equation.
Case I: If the circuit contains no capacitor (so that C = 0), then the above
equation reduces to
di
L( ) + Ri = E
dt
Case I: If the circuit contains no inductor (so that L = 0), then the above
equation reduces to
dq q
R( ) + = E .
dt C

By Feyissa Kebede (PhD)(ASTU) November 1, 2025 103 / 157

 · · · Cont’d

Example 0.44
A circuit has in series an electromotive force given by E = 100sin40tV , a
resistor of 10Ω and an inductor of 0.5H. If the initial current is 0, find the
current at time t > 0.
Solution. Let i denote the current in amperes at time t. The total
electromotive force is E = 100sin40t.
The voltage drop across the resistor = ER = Ri = 10i.
di
and the voltage drop across the inductor = EL = L( dt ) = 12 dt
di
.
Applying Kirchhoff’s law, we have
1 di
+ 10i = 100sin40t
2 dt
di
=⇒ + 20i = 200sin40t, i(0) = 0
dt
which is first order linear equation.
By Feyissa Kebede (PhD)(ASTU) November 1, 2025 104 / 157